The Handbook of Structured Finance –Servigny, Jobst

The Handbook of Structured Finance is a complete guide to the major issues facing investors in the structured finance market. Comprehensive and accessible, it provides the latest techniques for measuring and managing risk, finding optimum pricing, and taking advantage of leverage and market incompleteness, as well as models for debt and equity modeling.
Level: Intermediate Major Topics: T44 Minor Topics: T31, T32, T33, T41, T42, T43, T45, T46

Resources

Table of Contents

1. Overview of the Structured Credit Markets
2. Univariate Risk Assessment
3. Univariate Credit Risk Pricing
4. Modeling Credit Dependency
5. Rating Migration and Asset Correlation
6. CDO Pricing
7. An Introduction to the CDO Risk Management
8. A Practical Guide to CDO Trading Risk Management
9. Cash and Synthetic CDOs
10. The CDO Methodologies Developed by Standard & Poor’s
11. Recent and Not So Recent Developments in Synthetic CDOs
12. Residential Mortgage-Backed Securities
13. Covered Bonds
14. An Overview of Structured Investment Vehicles and Other Special Purpose Companies
15. Securitizations in Basel II
16. Securitization in the Context of Basel…read more